Cover of Ralf Korn, Elke Korn, Gerald Kroisandt: Monte Carlo Methods and Models in Finance and Insurance

Ralf Korn, Elke Korn, Gerald Kroisandt Monte Carlo Methods and Models in Finance and Insurance

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CRC Press

2010

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978-1-4200-7619-6

1-4200-7619-1

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Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Rom

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